CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	1.4825	1.4710	-0.0115	-0.8%	1.5002
High	1.4836	1.4835	-0.0001	0.0%	1.5038
Low	1.4698	1.4710	0.0012	0.1%	1.4692
Close	1.4719	1.4745	0.0026	0.2%	1.4719
Range	0.0138	0.0125	-0.0013	-9.4%	0.0346
ATR	0.0116	0.0117	0.0001	0.5%	0.0000
Volume	226	574	348	154.0%	1,164

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5138	1.5067	1.4814
R3	1.5013	1.4942	1.4779
R2	1.4888	1.4888	1.4768
R1	1.4817	1.4817	1.4756	1.4853
PP	1.4763	1.4763	1.4763	1.4781
S1	1.4692	1.4692	1.4734	1.4728
S2	1.4638	1.4638	1.4722
S3	1.4513	1.4567	1.4711
S4	1.4388	1.4442	1.4676

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5854	1.5633	1.4909
R3	1.5508	1.5287	1.4814
R2	1.5162	1.5162	1.4782
R1	1.4941	1.4941	1.4751	1.4879
PP	1.4816	1.4816	1.4816	1.4785
S1	1.4595	1.4595	1.4687	1.4533
S2	1.4470	1.4470	1.4656
S3	1.4124	1.4249	1.4624
S4	1.3778	1.3903	1.4529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4912	1.4692	0.0220	1.5%	0.0141	1.0%	24%	False	False	315
10	1.5050	1.4692	0.0358	2.4%	0.0128	0.9%	15%	False	False	253
20	1.5050	1.4643	0.0407	2.8%	0.0115	0.8%	25%	False	False	258
40	1.5050	1.4352	0.0698	4.7%	0.0102	0.7%	56%	False	False	173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5366
2.618	1.5162
1.618	1.5037
1.000	1.4960
0.618	1.4912
HIGH	1.4835
0.618	1.4787
0.500	1.4773
0.382	1.4758
LOW	1.4710
0.618	1.4633
1.000	1.4585
1.618	1.4508
2.618	1.4383
4.250	1.4179

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	1.4773	1.4770
PP	1.4763	1.4762
S1	1.4754	1.4753

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols